CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 06-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7515 |
0.7489 |
-0.0027 |
-0.4% |
0.7618 |
| High |
0.7515 |
0.7491 |
-0.0025 |
-0.3% |
0.7630 |
| Low |
0.7487 |
0.7433 |
-0.0054 |
-0.7% |
0.7517 |
| Close |
0.7496 |
0.7453 |
-0.0043 |
-0.6% |
0.7522 |
| Range |
0.0028 |
0.0058 |
0.0030 |
105.4% |
0.0113 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.3% |
0.0000 |
| Volume |
56,862 |
98,331 |
41,469 |
72.9% |
357,585 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7631 |
0.7600 |
0.7485 |
|
| R3 |
0.7574 |
0.7542 |
0.7469 |
|
| R2 |
0.7516 |
0.7516 |
0.7464 |
|
| R1 |
0.7485 |
0.7485 |
0.7458 |
0.7472 |
| PP |
0.7459 |
0.7459 |
0.7459 |
0.7452 |
| S1 |
0.7427 |
0.7427 |
0.7448 |
0.7414 |
| S2 |
0.7401 |
0.7401 |
0.7442 |
|
| S3 |
0.7344 |
0.7370 |
0.7437 |
|
| S4 |
0.7286 |
0.7312 |
0.7421 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7895 |
0.7821 |
0.7584 |
|
| R3 |
0.7782 |
0.7708 |
0.7553 |
|
| R2 |
0.7669 |
0.7669 |
0.7542 |
|
| R1 |
0.7595 |
0.7595 |
0.7532 |
0.7576 |
| PP |
0.7556 |
0.7556 |
0.7556 |
0.7546 |
| S1 |
0.7482 |
0.7482 |
0.7511 |
0.7463 |
| S2 |
0.7443 |
0.7443 |
0.7501 |
|
| S3 |
0.7330 |
0.7369 |
0.7490 |
|
| S4 |
0.7217 |
0.7256 |
0.7459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7620 |
0.7433 |
0.0187 |
2.5% |
0.0053 |
0.7% |
11% |
False |
True |
80,870 |
| 10 |
0.7630 |
0.7433 |
0.0197 |
2.6% |
0.0050 |
0.7% |
10% |
False |
True |
71,432 |
| 20 |
0.7630 |
0.7433 |
0.0197 |
2.6% |
0.0048 |
0.6% |
10% |
False |
True |
67,728 |
| 40 |
0.7660 |
0.7433 |
0.0227 |
3.0% |
0.0046 |
0.6% |
9% |
False |
True |
67,541 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
37% |
False |
False |
67,193 |
| 80 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
37% |
False |
False |
50,911 |
| 100 |
0.7761 |
0.7330 |
0.0431 |
5.8% |
0.0044 |
0.6% |
29% |
False |
False |
40,764 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0042 |
0.6% |
24% |
False |
False |
33,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7735 |
|
2.618 |
0.7641 |
|
1.618 |
0.7584 |
|
1.000 |
0.7548 |
|
0.618 |
0.7526 |
|
HIGH |
0.7491 |
|
0.618 |
0.7469 |
|
0.500 |
0.7462 |
|
0.382 |
0.7455 |
|
LOW |
0.7433 |
|
0.618 |
0.7397 |
|
1.000 |
0.7376 |
|
1.618 |
0.7340 |
|
2.618 |
0.7282 |
|
4.250 |
0.7189 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7462 |
0.7484 |
| PP |
0.7459 |
0.7474 |
| S1 |
0.7456 |
0.7463 |
|